Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379322.4379 | 1307791.3899 | 71531.0479 | 4450296.7368 | 4309286.8574 | 141009.8794 |
Total P&L (%) | 1379.3224 | 1307.7914 | 71.531 | 4450.2967 | 4309.2869 | 141.0099 |
Avg Daily Profit (%) | 0.7591 | 0.7198 | 0.0394 | 0.2103 | 0.2086 | 0.0484 |
Buy And Hold Return (%) | 616.415 | 616.415 | 616.415 | 616.415 | 616.415 | 616.415 |
Max Trade Drawdown | -129765 | -89128 | -74243 | -5875539 | -4192520 | -4023416 |
Profit Factor | 3.1783 | 5.2281 | 1.2208 | 1.2134 | 1.4369 | 1.0128 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 41.0853 | 35.9375 | 46.1538 | 41.0853 | 35.9375 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.5575 | 9.3197 | 1.4243 | 1.74 | 2.5615 | 1.1816 |
Largest Winning Trade | 731398 | 731398 | 71539 | 6787708 | 6787708 | 3384786 |
Largest Losing Trade | -31696 | -28311 | -31696 | -1403451 | -1391469 | -1403451 |
Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
Avg Bars in Winners | 130 | 123 | 136 | 130 | 123 | 136 |
Avg Bars in Losers | 49 | 52 | 47 | 49 | 52 | 47 |
Bars Traded | 10729 | 4995 | 5734 | 10729 | 4995 | 5734 |
Profit Streak | 0 | 13.4768 | 0 | 0 | 13.4768 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376603 | -129960 | -439947 | 204013 | -134187 | -633885 |
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.62348 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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